+4,601.6%
SNDK vs FIX
+296.0%
+4,305.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -2.5% |
| 7D | +8.8% | +0.7% | +8.2% | +8.2% |
| 30D | +33.2% | -5.7% | +38.9% | +41.6% |
| 3M | +3.0% | -7.4% | +10.4% | +19.1% |
| 6M | +173.5% | +15.1% | +158.4% | +161.5% |
| YTD | +613.0% | +70.7% | +542.3% | +401.1% |
| 1Y | +2,189.8% | +111.9% | +2,077.8% | +1,371.0% |
| All | +4,601.6% | +296.0% | +4,305.6% | +1,691.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling